Euro Bund Future March 2009


Trading Metrics calculated at close of trading on 03-Oct-2008
Day Change Summary
Previous Current
02-Oct-2008 03-Oct-2008 Change Change % Previous Week
Open 115.51 116.10 0.59 0.5% 114.43
High 116.34 117.11 0.77 0.7% 117.11
Low 115.46 116.10 0.64 0.6% 114.34
Close 116.14 116.08 -0.06 -0.1% 116.08
Range 0.88 1.01 0.13 14.8% 2.77
ATR 0.76 0.78 0.02 2.3% 0.00
Volume 136 53 -83 -61.0% 1,968
Daily Pivots for day following 03-Oct-2008
Classic Woodie Camarilla DeMark
R4 119.46 118.78 116.64
R3 118.45 117.77 116.36
R2 117.44 117.44 116.27
R1 116.76 116.76 116.17 116.60
PP 116.43 116.43 116.43 116.35
S1 115.75 115.75 115.99 115.59
S2 115.42 115.42 115.89
S3 114.41 114.74 115.80
S4 113.40 113.73 115.52
Weekly Pivots for week ending 03-Oct-2008
Classic Woodie Camarilla DeMark
R4 124.15 122.89 117.60
R3 121.38 120.12 116.84
R2 118.61 118.61 116.59
R1 117.35 117.35 116.33 117.98
PP 115.84 115.84 115.84 116.16
S1 114.58 114.58 115.83 115.21
S2 113.07 113.07 115.57
S3 110.30 111.81 115.32
S4 107.53 109.04 114.56
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 117.11 114.34 2.77 2.4% 1.07 0.9% 63% True False 393
10 117.11 113.48 3.63 3.1% 0.79 0.7% 72% True False 560
20 117.11 113.48 3.63 3.1% 0.75 0.6% 72% True False 446
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.06
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 121.40
2.618 119.75
1.618 118.74
1.000 118.12
0.618 117.73
HIGH 117.11
0.618 116.72
0.500 116.61
0.382 116.49
LOW 116.10
0.618 115.48
1.000 115.09
1.618 114.47
2.618 113.46
4.250 111.81
Fisher Pivots for day following 03-Oct-2008
Pivot 1 day 3 day
R1 116.61 116.20
PP 116.43 116.16
S1 116.26 116.12

These figures are updated between 7pm and 10pm EST after a trading day.

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